FXB vs. VOO
Compare and contrast key facts about Invesco CurrencyShares® British Pound Sterling Trust (FXB) and Vanguard S&P 500 ETF (VOO).
FXB and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXB is a passively managed fund by Invesco that tracks the performance of the British Pound. It was launched on Jun 26, 2006. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both FXB and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FXB vs. VOO - Performance Comparison
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FXB vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXB Invesco CurrencyShares® British Pound Sterling Trust | -1.34% | 10.37% | 1.35% | 8.58% | -10.45% | -1.54% | 2.87% | 3.87% | -5.75% | 9.10% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, FXB achieves a -1.34% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, FXB has underperformed VOO with an annualized return of 0.03%, while VOO has yielded a comparatively higher 14.05% annualized return.
FXB
- 1D
- 0.37%
- 1M
- -1.66%
- YTD
- -1.34%
- 6M
- -0.54%
- 1Y
- 4.79%
- 3Y*
- 5.27%
- 5Y*
- 0.89%
- 10Y*
- 0.03%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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FXB vs. VOO - Expense Ratio Comparison
FXB has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
FXB vs. VOO — Risk / Return Rank
FXB
VOO
FXB vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® British Pound Sterling Trust (FXB) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FXB | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.98 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.50 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.53 | -0.52 |
Martin ratioReturn relative to average drawdown | 2.31 | 7.29 | -4.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FXB | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.98 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.70 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.78 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.83 | -0.92 |
Correlation
The correlation between FXB and VOO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FXB vs. VOO - Dividend Comparison
FXB's dividend yield for the trailing twelve months is around 2.36%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXB Invesco CurrencyShares® British Pound Sterling Trust | 2.36% | 2.44% | 3.25% | 2.59% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
FXB vs. VOO - Drawdown Comparison
The maximum FXB drawdown since its inception was -48.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FXB and VOO.
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Drawdown Indicators
| FXB | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.99% | -33.99% | -15.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -11.98% | +7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -24.52% | -0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -29.30% | -33.99% | +4.69% |
Current DrawdownCurrent decline from peak | -30.77% | -6.29% | -24.48% |
Average DrawdownAverage peak-to-trough decline | -27.52% | -3.72% | -23.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.52% | -0.52% |
Volatility
FXB vs. VOO - Volatility Comparison
The current volatility for Invesco CurrencyShares® British Pound Sterling Trust (FXB) is 2.46%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that FXB experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXB | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 5.29% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 4.70% | 9.44% | -4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.20% | 18.10% | -10.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.50% | 16.82% | -8.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.33% | 17.99% | -8.66% |